SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 14-Aug-2017
Day Change Summary
Previous Current
11-Aug-2017 14-Aug-2017 Change Change % Previous Week
Open 244.02 245.59 1.57 0.6% 247.49
High 244.80 246.79 1.99 0.8% 248.91
Low 243.75 245.55 1.80 0.7% 243.70
Close 244.12 246.54 2.42 1.0% 244.12
Range 1.05 1.24 0.19 18.1% 5.21
ATR 1.37 1.46 0.09 6.8% 0.00
Volume 74,869,904 73,291,904 -1,578,000 -2.1% 351,696,204
Daily Pivots for day following 14-Aug-2017
Classic Woodie Camarilla DeMark
R4 250.01 249.52 247.22
R3 248.77 248.28 246.88
R2 247.53 247.53 246.77
R1 247.04 247.04 246.65 247.29
PP 246.29 246.29 246.29 246.42
S1 245.80 245.80 246.43 246.05
S2 245.05 245.05 246.31
S3 243.81 244.56 246.20
S4 242.57 243.32 245.86
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 261.21 257.87 246.99
R3 256.00 252.66 245.55
R2 250.79 250.79 245.08
R1 247.45 247.45 244.60 246.52
PP 245.58 245.58 245.58 245.11
S1 242.24 242.24 243.64 241.31
S2 240.37 240.37 243.16
S3 235.16 237.03 242.69
S4 229.95 231.82 241.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 248.91 243.70 5.21 2.1% 1.67 0.7% 55% False False 78,598,621
10 248.91 243.70 5.21 2.1% 1.24 0.5% 55% False False 62,829,740
20 248.91 243.70 5.21 2.1% 1.12 0.5% 55% False False 59,686,335
40 248.91 239.96 8.95 3.6% 1.26 0.5% 74% False False 59,579,830
60 248.91 237.27 11.64 4.7% 1.23 0.5% 80% False False 62,921,428
80 248.91 234.13 14.78 6.0% 1.24 0.5% 84% False False 65,884,808
100 248.91 231.61 17.30 7.0% 1.34 0.5% 86% False False 68,946,856
120 248.91 231.61 17.30 7.0% 1.35 0.5% 86% False False 71,169,655
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 252.06
2.618 250.04
1.618 248.80
1.000 248.03
0.618 247.56
HIGH 246.79
0.618 246.32
0.500 246.17
0.382 246.02
LOW 245.55
0.618 244.78
1.000 244.31
1.618 243.54
2.618 242.30
4.250 240.28
Fisher Pivots for day following 14-Aug-2017
Pivot 1 day 3 day
R1 246.42 246.11
PP 246.29 245.68
S1 246.17 245.25

These figures are updated between 7pm and 10pm EST after a trading day.

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